NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 27-Jun-2007
Day Change Summary
Previous Current
26-Jun-2007 27-Jun-2007 Change Change % Previous Week
Open 8.760 8.660 -0.100 -1.1% 9.730
High 8.791 8.801 0.010 0.1% 9.740
Low 8.652 8.596 -0.056 -0.6% 8.889
Close 8.687 8.786 0.099 1.1% 8.973
Range 0.139 0.205 0.066 47.5% 0.851
ATR 0.170 0.173 0.002 1.4% 0.000
Volume 9,983 5,591 -4,392 -44.0% 14,363
Daily Pivots for day following 27-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.343 9.269 8.899
R3 9.138 9.064 8.842
R2 8.933 8.933 8.824
R1 8.859 8.859 8.805 8.896
PP 8.728 8.728 8.728 8.746
S1 8.654 8.654 8.767 8.691
S2 8.523 8.523 8.748
S3 8.318 8.449 8.730
S4 8.113 8.244 8.673
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 11.754 11.214 9.441
R3 10.903 10.363 9.207
R2 10.052 10.052 9.129
R1 9.512 9.512 9.051 9.357
PP 9.201 9.201 9.201 9.123
S1 8.661 8.661 8.895 8.506
S2 8.350 8.350 8.817
S3 7.499 7.810 8.739
S4 6.648 6.959 8.505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.314 8.596 0.718 8.2% 0.216 2.5% 26% False True 5,574
10 9.830 8.596 1.234 14.0% 0.200 2.3% 15% False True 3,735
20 9.838 8.596 1.242 14.1% 0.161 1.8% 15% False True 2,485
40 9.912 8.596 1.316 15.0% 0.146 1.7% 14% False True 1,712
60 9.912 8.596 1.316 15.0% 0.150 1.7% 14% False True 1,450
80 9.912 8.596 1.316 15.0% 0.144 1.6% 14% False True 1,255
100 9.912 8.596 1.316 15.0% 0.145 1.6% 14% False True 1,148
120 9.912 8.320 1.592 18.1% 0.152 1.7% 29% False False 1,072
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.672
2.618 9.338
1.618 9.133
1.000 9.006
0.618 8.928
HIGH 8.801
0.618 8.723
0.500 8.699
0.382 8.674
LOW 8.596
0.618 8.469
1.000 8.391
1.618 8.264
2.618 8.059
4.250 7.725
Fisher Pivots for day following 27-Jun-2007
Pivot 1 day 3 day
R1 8.757 8.785
PP 8.728 8.783
S1 8.699 8.782

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These figures are updated between 7pm and 10pm EST after a trading day.

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